Geodesic
Numerical solution of the Kolmogorov–Feller equation with singular singularities
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 50 (2010) no. 2, pp. 347-351 
N. A. Baranov; L. I. Turchak. Numerical solution of the Kolmogorov–Feller equation with singular singularities. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 50 (2010) no. 2, pp. 347-351. http://geodesic.mathdoc.fr/item/ZVMMF_2010_50_2_a13/
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Voir la notice de l'article provenant de la source Math-Net.Ru

A method is proposed for solving the Kolmogorov–Feller integro-differential equation with kernels containing delta function singularities. The method is based on a decomposition of the solution into regular and singular parts.

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